Bank Vozrozhdenie PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1411 | 11.84 | |
| 0.1069 | 18.01 | |
| 0.8741 | 183.64 | |
| 0.0379 | 2.77 |
Estimation Period:
Aug 1, 2005 to Apr 19, 2019
Aug 1, 2005 to Apr 19, 2019
News Impact Curve
Volatility Forecasts
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